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CSQIX vs. FSMSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSQIX and FSMSX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

CSQIX vs. FSMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse Multialternative Strategy Fund (CSQIX) and FS Multi-Strategy Alternatives Fund (FSMSX). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
4.97%
26.61%
CSQIX
FSMSX

Key characteristics

Sharpe Ratio

CSQIX:

-0.79

FSMSX:

0.35

Sortino Ratio

CSQIX:

-0.79

FSMSX:

0.43

Omega Ratio

CSQIX:

0.75

FSMSX:

1.09

Calmar Ratio

CSQIX:

-0.73

FSMSX:

0.38

Martin Ratio

CSQIX:

-4.14

FSMSX:

1.44

Ulcer Index

CSQIX:

2.59%

FSMSX:

0.96%

Daily Std Dev

CSQIX:

13.58%

FSMSX:

3.93%

Max Drawdown

CSQIX:

-14.74%

FSMSX:

-9.41%

Current Drawdown

CSQIX:

-14.10%

FSMSX:

-3.58%

Returns By Period

In the year-to-date period, CSQIX achieves a -11.09% return, which is significantly lower than FSMSX's 1.19% return.


CSQIX

YTD

-11.09%

1M

-11.38%

6M

-12.72%

1Y

-10.89%

5Y*

1.82%

10Y*

0.62%

FSMSX

YTD

1.19%

1M

-2.47%

6M

-1.52%

1Y

1.28%

5Y*

3.85%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CSQIX vs. FSMSX - Expense Ratio Comparison

CSQIX has a 0.85% expense ratio, which is lower than FSMSX's 1.89% expense ratio.


FSMSX
FS Multi-Strategy Alternatives Fund
Expense ratio chart for FSMSX: current value at 1.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.89%
Expense ratio chart for CSQIX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

CSQIX vs. FSMSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Multialternative Strategy Fund (CSQIX) and FS Multi-Strategy Alternatives Fund (FSMSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CSQIX, currently valued at -0.79, compared to the broader market-1.000.001.002.003.004.00-0.790.35
The chart of Sortino ratio for CSQIX, currently valued at -0.79, compared to the broader market-2.000.002.004.006.008.0010.00-0.790.43
The chart of Omega ratio for CSQIX, currently valued at 0.75, compared to the broader market0.501.001.502.002.503.003.500.751.09
The chart of Calmar ratio for CSQIX, currently valued at -0.73, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.730.38
The chart of Martin ratio for CSQIX, currently valued at -4.13, compared to the broader market0.0020.0040.0060.00-4.141.44
CSQIX
FSMSX

The current CSQIX Sharpe Ratio is -0.79, which is lower than the FSMSX Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of CSQIX and FSMSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.79
0.35
CSQIX
FSMSX

Dividends

CSQIX vs. FSMSX - Dividend Comparison

Neither CSQIX nor FSMSX has paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
CSQIX
Credit Suisse Multialternative Strategy Fund
0.00%1.58%1.61%9.19%13.34%4.97%0.00%0.00%0.36%0.00%1.76%
FSMSX
FS Multi-Strategy Alternatives Fund
0.00%3.57%2.97%3.22%0.77%2.20%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CSQIX vs. FSMSX - Drawdown Comparison

The maximum CSQIX drawdown since its inception was -14.74%, which is greater than FSMSX's maximum drawdown of -9.41%. Use the drawdown chart below to compare losses from any high point for CSQIX and FSMSX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.10%
-3.58%
CSQIX
FSMSX

Volatility

CSQIX vs. FSMSX - Volatility Comparison

Credit Suisse Multialternative Strategy Fund (CSQIX) has a higher volatility of 13.52% compared to FS Multi-Strategy Alternatives Fund (FSMSX) at 3.03%. This indicates that CSQIX's price experiences larger fluctuations and is considered to be riskier than FSMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
13.52%
3.03%
CSQIX
FSMSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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